Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.547 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47255.4 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45860.49 Kr¶

PnL: ---------------------------------------> -1028.08 Kr¶

DD now: ---------------------------------> -2.826 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 12:58:05.721117'

Anic Portfolio¶

Today¶

Return: -1.358 %¶

This Week¶

Return: -0.585 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total¶

Return: 54.702 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
HEBA B 70 -3.490000 2712.500000 76.500000 2.900000 2636.000010
Beijer Electronics Group 26 -3.470000 3036.800000 65.800000 2.210000 2971.000006
Corem Property Group B 59 -2.960000 618.910000 41.910000 7.260000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -8.070000 389.400000 34.400000 9.690000 355.000000
SAAB B 8 -0.090000 3398.400000 21.400000 0.630000 3377.000000
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
OEM International B 7 -2.870000 545.300000 17.300000 3.280000 527.999997
Norva24 Group 16 -2.520000 557.760000 14.760000 2.720000 543.000000
Intrum 4 -2.240000 540.400000 13.400000 2.540000 527.000000
AcadeMedia 12 -0.630000 565.440000 8.440000 1.520000 557.000004
Coor Service Management Hold. 8 -2.250000 539.200000 7.200000 1.350000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Eastnine 4 -2.200000 496.800000 5.800000 1.180000 491.000000
HMS Networks 2 -5.060000 675.200000 2.200000 0.330000 673.000000
Securitas B 6 -0.460000 571.680000 1.680000 0.290000 570.000000
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Essity A 4 0.520000 1150.000000 1.000000 0.090000 1149.000000
Resurs Holding 22 -0.870000 574.200000 0.200000 0.030000 573.999998
Swedbank A 3 -0.660000 563.400000 -0.600000 -0.110000 564.000000
Essity B 2 0.490000 573.000000 -1.000000 -0.170000 574.000000
Samhällsbyggnadsbo. i Norden D 12 -4.860000 244.320000 -1.680000 -0.680000 246.000000
Handelsbanken A 5 0.000000 541.000000 -5.000000 -0.920000 546.000000
Karnov Group 9 -0.170000 527.400000 -8.600000 -1.600000 536.000004
Midsona B 63 -0.550000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -5.010000 1636.800000 -17.200000 -1.040000 1653.999996
CTEK 13 -3.530000 514.800000 -19.200000 -3.600000 533.999999
Nordea Bank Abp 29 -0.840000 3410.400000 -43.600000 -1.260000 3453.999992
Vivesto 1368 -1.630000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 -4.010000 538.000000 -56.570000 -9.510000 594.565215
Sampo Oyj SDB 7 0.840000 3769.500000 -80.500000 -2.090000 3850.000000
Axfood 13 -0.360000 3615.300000 -140.700000 -3.750000 3756.000001
OX2 18 -4.070000 1465.200000 -198.800000 -11.950000 1663.999992
Fasadgruppen Group 35 -0.200000 3440.500000 -370.500000 -9.720000 3810.999990
Ovzon 52 -2.260000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 45866.280000 -1022.290000 -2.81452% 46888.564618

Updated:¶

'2023-01-19 12:57:35.385010'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶